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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+21.78%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$130B
AUM Growth
+$21B
Cap. Flow
-$783M
Cap. Flow %
-0.6%
Top 10 Hldgs %
21.37%
Holding
4,121
New
201
Increased
1,660
Reduced
2,033
Closed
213

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$668M
2
GLD icon
SPDR Gold Trust
GLD
+$152M
3
ABBV icon
AbbVie
ABBV
+$124M
4
MSFT icon
Microsoft
MSFT
+$110M
5
AMZN icon
Amazon
AMZN
+$86.2M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$873M
2
AGN
Allergan plc
AGN
+$166M
3
RTN
Raytheon Company
RTN
+$152M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$133M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$91.1M

Sector Composition

Rank Sector Weight
1 Technology 20.72%
2 Healthcare 12.56%
3 Financials 11.58%
4 Consumer Discretionary 9.18%
5 Communication Services 7.89%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFA icon
826
iShares MSCI EAFE ETF
EFA
$76.8B
$16.9M 0.01%
277,642
-163,601
-37% -$9.46M
ON icon
827
ON Semiconductor
ON
$32.8B
$16.9M 0.01%
851,102
-128,807
-13% -$2.1M
ICLR icon
828
Icon
ICLR
$13.9B
$16.9M 0.01%
100,116
-16,559
-14% -$2.61M
OTEX icon
829
Open Text
OTEX
$6.02B
$16.8M 0.01%
396,108
-64,714
-14% -$2.57M
FMS icon
830
Fresenius Medical Care
FMS
$13.3B
$16.8M 0.01%
387,856
+22,699
+6% +$897K
POWI icon
831
Power Integrations
POWI
$3.3B
$16.8M 0.01%
284,142
+37,866
+15% +$1.99M
VIPS icon
832
Vipshop
VIPS
$7.13B
$16.8M 0.01%
842,794
-213,636
-20% -$3.67M
CACI icon
833
CACI
CACI
$11.3B
$16.8M 0.01%
77,343
-12,342
-14% -$2.95M
FLR icon
834
Fluor
FLR
$6.89B
$16.7M 0.01%
1,386,541
+455,337
+49% +$4.78M
ORI icon
835
Old Republic International
ORI
$10.8B
$16.7M 0.01%
1,023,942
+88,955
+10% +$1.4M
AIV
836
Aimco
AIV
$375M
$16.6M 0.01%
3,315,988
-881,051
-21% -$4.37M
AMG icon
837
Affiliated Managers Group
AMG
$9.78B
$16.6M 0.01%
222,823
-9,649
-4% -$652K
EXPO icon
838
Exponent
EXPO
$3.15B
$16.6M 0.01%
204,740
-1,185
-0.6% -$85.3K
G icon
839
Genpact
G
$5.87B
$16.5M 0.01%
451,064
-38,167
-8% -$1.29M
WTRG icon
840
Essential Utilities
WTRG
$11.5B
$16.4M 0.01%
388,798
+9,788
+3% +$413K
TDK
841
DELISTED
TDK CORP AMER DEP SH
TDK
$16.4M 0.01%
165,569
-14,365
-8% -$1.42M
ADX icon
842
Adams Diversified Equity Fund
ADX
$3.08B
$16.4M 0.01%
1,097,198
+139,019
+15% +$1.98M
FIVN icon
843
FIVE9
FIVN
$2.08B
$16.3M 0.01%
147,411
+15,791
+12% +$1.54M
TGNA
844
DELISTED
TEGNA Inc
TGNA
$16.3M 0.01%
1,462,698
+186,850
+15% +$2.08M
TS icon
845
Tenaris
TS
$28.1B
$16.3M 0.01%
1,257,705
+512,722
+69% +$6.78M
QDEL icon
846
QuidelOrtho
QDEL
$1.14B
$16.3M 0.01%
72,663
-2,090
-3% -$328K
ENOV icon
847
Enovis
ENOV
$1.7B
$16.2M 0.01%
337,840
-48,045
-12% -$2.12M
ZEN
848
DELISTED
ZENDESK INC
ZEN
$16.1M 0.01%
181,353
+5,661
+3% +$436K
SYNH
849
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
$16M 0.01%
274,560
-29,465
-10% -$1.58M
INDA icon
850
iShares MSCI India ETF
INDA
$6.84B
$16M 0.01%
549,972
+6,337
+1% +$170K
32 33
34
35 36

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MCM
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PSUF
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Parametric Portfolio Associates's Q2 2020 Portfolio in Review

As of Q2 2020, Parametric Portfolio Associates held 4,121 positions worth $130B, up 19% from $109B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Parametric Portfolio Associates's Q2 2020 filing shows 201 new, 1,660 increased, 2,033 reduced and 213 closed positions. Its largest new stake was Otis Worldwide: 986,524 shares worth $56.1M. The largest sale was iShares Core S&P 500 ETF, an estimated $873M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, up from 19% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q2 2020 buy was Otis Worldwide: 986,524 shares worth $56.1M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q2 2020, an estimated $668M increase.
  • Parametric Portfolio Associates's biggest Q2 2020 reduction was iShares Core S&P 500 ETF, cutting an estimated $873M.
  • Parametric Portfolio Associates fully exited Allergan plc in Q2 2020, selling an estimated $166M.
  • Parametric Portfolio Associates's ten largest holdings make up 21% of its $130B portfolio in Q2 2020.
  • Parametric Portfolio Associates opened 201 new positions and closed 213 in Q2 2020.
  • Parametric Portfolio Associates's portfolio value rose 19% quarter-over-quarter to $130B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2020, filed 13 Aug 2020.